Composite transparent overlapping objects from different scenes?
The issue your having is masking. You have to have a mask of some sort to get the windows behind the rest of the building. I've come up with a (rather imperfect) solution, as long as you assign a different material to the inside of the building. Note that the following is assuming that you have completed the steps in "Can I use Cycles materials with Blender Internal?"


In the outside building material for "scene", scroll down to options and set Pass Index to 1 (or 2 or whatever, as long as nothing else in the scene has the same pass number).
Create a second indoor material and assign it's pass index to something other than 2 (or leave it at the default 0).
Go to your render layers and enable Material Index.

Rerender the scene and go to the compositor. You should now see a new plug output called IndexMA.
Add an IDMask node, plug in IndexMA to IDValue and set Index to whatever value the outdoor material's index is (and check anti-aliasing).
Add an Invert node and plug in the output of the IDMask node.
Plug the output of the of the Invert node into the Fac of the Alpha over node.